It's just hard to be in a fully legal situation, not because one doesn't *want* to, but because the law is made for static employees and is confusing. Examples : Where do I report my taxes, if I keep moving from country to country every month? Paid by a US company USD, but reporting taxes in EUR, while working in Asia/Europe/America, what exchange rate should be used? Is Europe even the right place to report taxes to begin with? The answer to these questions is so hard to find online.

As far as taxes go, should check out painless1099.com. Been using them for a little over a year and they automate your tax withholding for each paycheck. I had to sign up after being slapped by the IRS with a 'surprise' $8,000 end-of-year tax bill.